2018•Communication in Statistics- Theory and MethodsOpen access

Exponential order statistics and some combinatorial identities

P. Vellaisamy, Aklilu Zeleke

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Abstract

It is known that the k-th (1≤k≤n) order statistic from the unit exponential distribution can be represented as a sum of independent exponential random variables. We present a proof of this result based on Laplace transform. Also, computing the Laplace transform of the k-th order statistic in two different ways and equating them, we derive several interesting combinatorial identities. A probabilistic interpretation of these identities and their generalizations are also given.

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What this paper is about

It is known that the k-th (1≤k≤n) order statistic from the unit exponential distribution can be represented as a sum of independent exponential random variables. We present a proof of this result based on Laplace transform. Also, computing the Laplace transform of the k-th order statistic in two different ways and equating them, we derive several interesting combinatorial identities. A probabilistic interpretation of these identities and their generalizations are also given.

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Available abstract

It is known that the k-th (1≤k≤n) order statistic from the unit exponential distribution can be represented as a sum of independent exponential random variables. We present a proof of this result based on Laplace transform. Also, computing the Laplace transform of the k-th order statistic in two different ways and equating them, we derive several interesting combinatorial identities. A probabilistic interpretation of these identities and their generalizations are also given.

Key concepts: Laplace distribution, Laplace transform, Exponential function, Order statistic, Mathematics, Natural exponential family, Simple (philosophy), Exponential family

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